CUOMO: CNN has two important exclusives in the George Zimmerman case for you. The only juror to break silence does so with our own Anderson Cooper. Anderson is going to join us live.

BOLDUAN: And the prosecution reacting to the guilty verdict right there, and what they think happened. We'll talk to HLN's Vinnie Politan about his interview.

PEREIRA: We're watching new stories for you today. A North Korean ship seized in Panama was found with weapons onboard. Dramatic results there. We'll tell you more about that.

Also, interesting story after actor Jason Patrick is pursuing a legal fight that could have serious impact on paternity laws, certainly a story you want to pay attention to.

We've got a busy day, so let's get started.

CUOMO: We'll have all that, especially the exclusive interview with Juror B-37 just a second.

But, first, this news -- protests turned violent on the West Coast overnight, as riot police arrested more than a highway blocked, a Walmart taken over, and a cameraman assaulted.

Alina Machado has all that and more from Sanford, Florida. Good morning, Alina.

ALINA MACHADO, CNN CORRESPONDENT: Good morning, Chris. Things remain calm and peaceful here in Sanford, Florida. But the third night in a row, we have seen protests in other cities in the country.

(BEGIN VIDEOTAPE)

MACHADO (voice-over): Hundreds of protesters across the country voicing their opposition to the not guilty verdict. Overnight in Los Angeles, police say incidents of vandalism and assaults have resulted in more than a dozen arrests.

CHIEF CHARLIE BECK, LAPD: Unfortunately, the rights of the many have been abused by the actions of a few.

MACHADO: Paramedics treated a local news crew at the scene. The LAPD said someone threw a hard projectile at the crew, hitting the photographer in the head.

In Oakland, California, all lanes of Interstate 880 were shut down by hundreds of protesters, a similar scene in Houston, and in Atlanta, in front of the CNN headquarters.

Hundreds of thousands of people have signed an online petition by the NAACP pushing for a civil rights case against Zimmerman.

Attorney General Eric Holder says the Justice Department will continue investigating possible federal charges. ERIC HOLDER, U.S. ATTORNEY GENERAL: Moreover I want to assure you that the department will continue to act in a manner that is consistent with the facts and the law.

MACHADO: Florida prosecutors say they are still convinced Zimmerman is guilty.

UNIDENTIFIED MALE: One word to describe George Zimmerman.

ANGELA COREY, FLORIDA STATE ATTORNEY: Murderer.

MACHADO: Meanwhile, Zimmerman's parents say they are sorry for the tragedy.

GLADYS ZIMMERMAN, MOTHER: We are deeply sorry for this tragedy, deeply sorry, and we pray for the departed. We pray for Trayvon Martin.

(END VIDEOTAPE)

MACHADO: Zimmerman's parents say they have been receiving death threats. They also say Zimmerman remains in hiding and that he will likely stay in hiding for a very long time -- Kate.

BOLDUAN: Alina, thanks so much.

Now, let's get to a CNN exclusive, one of the six responsible for a verdict talking publicly for the first time about the trial and about the deliberations.

CNN's Anderson Cooper with us now, sat down with Juror B-37. He's going to be here to talk to us about that exclusive sit-down in a few minutes. But, first, we want to show some of that interview, you're not going to see the juror's face, because she fears for her family's safety.

(BEGIN VIDEOTAPE)

ANDERSON COOPER, CNN HOST, "AC 360": Did you take an initial vote to see where everybody was?

JUROR B37, JUROR IN GEORGE ZIMMERMAN CASE: We did.

COOPER: So where was everybody? How was that first vote?

JUROR B37: We had three not guilties, one second degree murder, and two manslaughters.

COOPER: Can you say where you were on that?

JUROR B37: I was not guilty.

COOPER: How do you then go about deciding things?

JUROR B37: We looked through pretty much everything, that's why it took us so long. We're looking through the evidence and then at the end we just -- we got done and then we just started looking at the law. What exactly we could find and how we should vote for this case. And the law became very confusing.

COOPER: Yes, tell me about that.

JUROR B37: It became very confusing. We had stuff thrown at us. We had the second degree murder charge, the manslaughter charge, then we had self-defense, stand your ground. We actually had gotten it down to manslaughter because the second degree -- it wasn't at second degree any more.

COOPER: So the person who felt it was second degree going into it, you had convinced them, OK, it's manslaughter?

JUROR B37: Through -- going through the law and then we had sent a question to the judge.

COOPER: You sent a question out to the judge about manslaughter?

JUROR B37: Yes.

COOPER: And about --

JUROR B37: What could be applied to the manslaughter, we were looking at the self-defense. One of the girls said that -- asked if you can put all the leading things into that one moment where he feels it's a matter of life or death to shoot this boy, or if it was just at the heat of passion at that moment.

COOPER: So that juror wanted to know whether the things that had brought George Zimmerman to that place, not just in the minute or two before the shot actually went off.

JUROR B37: Exactly.

COOPER: Did you feel like you understood the instructions from the judge, because they were very complex?

JUROR B37: Right. That was our problem. I mean, there was a couple of them in there that wanted to find him guilty of something.

And after hours and hours and hours of deliberating over the law and reading did over and over and over again, we decided there's just no way -- no other place to go because of the heat of the moment and the stand your ground. He had a right to defend himself. If he felt threatened that his life was going to be taken away from him or he was going to have bodily harm, he had a right.

COOPER: So even though he got out of the car, followed Trayvon Martin that didn't matter in the deliberations. What mattered was those final seconds, minutes when there was an altercation and whether or not in your mind the most important thing was whether or not George Zimmerman felt his life was in danger?

JUROR B37: That's how we read the law. That's how we got to the point of everybody being not guilty. COOPER: When you all realized OK, the last holdout juror has decided, OK, manslaughter, we can't hold George Zimmerman to manslaughter, there's nothing we can really hold him to, not guilty. In that jury room, what was -- emotionally, what was that like?

JUROR B37: It was emotional to a point, but after we had put our vote in and the bailiff had taken our vote, that's when everybody started to cry.

COOPER: Tell me about that.

JUROR B37: It's just hard. Thinking that somebody lost their life and there's nothing else could be done about it.

I mean, it's what happened. It's sad. It's a tragedy this happened, but it happened and I think both were responsible for the situation they had gotten themselves into. I think both of them could have walked away. It just didn't happen.

COOPER: It's still emotional for you?

JUROR B37: It is. It's very emotional.

(END VIDEOTAPE)

CUOMO: And for many others also.

Let's go from Juror B-37 to a man known as AC360. Anderson Cooper, it's good to have you with us. Obviously, she wanted to stay in shadow and stick to her juror number. What did she realize after she was out of sequester what this case meant and what it could mean to her?

COOPER: You know, she says she really had no idea how big this case had become, how much interest there was in it. She was stunned when she got back to the hotel room and after they had made their decision -- and when they arrived at the hotel, apparently it was empty, nobody was there -- then people realized there had been a verdict. And by the time the jurors left her hotel, she described it like Disneyland.

So I think she's been really overwhelmed at the amount of interest in this case and just how many people are, you know, trying to pursue her, her family -- and, you know, she finds it off-putting, obviously.

BOLDUAN: This is the first time we're hearing from any of these jurors. Everyone wants to know what was going on in that jury room. Did she give you any indication of the relationship between the jurors? They obviously deliberated for 16 1/2 hours and they were together for weeks on end.

COOPER: Yes, and we're going to have more of that tonight, more of the detail of exactly what went on. She said at one point one of the jurors actually talked about leaving the jury room, leaving the jury, because of some family issues and that they all talked that juror into staying. Nothing to do with the case, but more just personal family issues. They said to that juror, "Look, you've come this far, you have to continue with it."

She said that they all, by and large, got along pretty well. You know, I'm not sure how close they are, that they are going to stay in contact or anything. But it was interesting to hear, to me, that as soon as they got in that room, there were three of them when thought not guilty, Juror B-37 was one of them, two felt manslaughter, and only one felt the second-degree murder.

BOLDUAN: And how they got from -- that person from second-degree murder to not guilty.

COOPER: And it was the second person -- first went from second-degree murder down to manslaughter, so then it three for manslaughter, and then they sent out for jury instructions of the judge on manslaughter. And then they finally -- then there was hold-out toward the end in the last couple of hours.

CUOMO: Did you get a sense for them it was about fitting the facts into the law or do you think their main focus seemed to be self defense and the justification for Zimmerman's actions?

COOPER: They ended up focusing on just those last few seconds and minutes of the struggle, and did George Zimmerman fear for his life? And that's really what it boiled down to for them. They never talked about race, not once, she says. She didn't consider it. She doesn't think any of the other jurors considered it. And some of the jurors, she said, wished they could have come up with something. Wish they could have found him guilty of something, bad judgment.

CUOMO: Which is unusual, by the way, for jurors to be saying let's see if we can find them guilty. Usually you're not supposed to have that disposition.

COOPER: You know, I think there were a number who felt this is somebody who has killed somebody and he should not have gotten out of the vehicle. She believes George Zimmerman was too eager. She believes George Zimmerman should not have gotten out of that vehicle.

CUOMO: It's interesting that they brought a lot of what we were talking about outside, regular people, what they were saying what mattered, that shouldn't matter in the courtroom, the jurors were thinking about these things.

PEREIRA: Well, that's what I want to talk to you about, the regular people aspect. I mean, all of us have to sit on a jury at some point and have to do our civic duty.

COOPER: I've never been selected yet. I keep going, I've never been selected yet.

PEREIRA: Shocking.

COOPER: I know.

PEREIRA: We forget that these are just regular folks to asked to be a jury of their peers, just someone else who is sitting facing these charges. What was her demeanor like sitting with her, Anderson? In terms of was she shaken up by this experience?

COOPER: She was. I met with her probably about two hours before we did this interview. We didn't think we were going to do the interview; I just met -- I knew she was in New York, we just met and started talking. And in the course of that, she was crying and she was -- this was something that was very difficult for her to talk about. She cried multiple times, not on camera, just talking about the experience.

PEREIRA: Do you think that's because of what happened since or because of what actually went on in the courtroom?

COOPER: I think just what went on in the courtroom. And it weighs on her very heavily, that this is something which, you know, she takes this very seriously and the jurors take it -- I think all the jurors take it very seriously. And they see a different case than we all see on television; they see a much more limited case.

CUOMO: And she covered all the things that people were speculating about outside, about should he have gotten in the car, should he have continued pursuit, what he thought about Trayvon and why? I mean, they considered all of these things. They weren't blind to these things.

COOPER: She actually points out, interestingly, something that didn't get a lot of attention, is that the 911 operator told George Zimmerman, "We don't need you to do that, follow Trayvon Martin," but she points out at the same time the 911 operator was asking George Zimmerman to keep an eye on Trayvon Martin and what building number are you at. And so she felt the 911 operator was in a way encouraging him to continue engagement.

BOLDUAN: We know that she was pursuing -- thinking about writing a book. She had a book agent, but we also know that shortly after that was announced that she then put out a statement saying that no longer is she going to be pursuing that. I mean, they said that -- the statement that I see is that she said, "I'm returned to my family and society in general and I've realized that the best direction for me to go is away from writing any sort of book."

I mean, kind of, to me, shows that it really has been a traumatizing thing.

COOPER: And I think she didn't really get, again, how big this story had become and what kind of a reaction -- you know, the book she had been talking about is her husband's and attorneys, she thought it would be interesting for them to write a book together about serving on a jury. But clearly, there was a lot of negative reaction and so I think they were surprised their agent -- this agent they got suddenly put this out there so publicly.

And so she doesn't want to talk anymore, doesn't want to do anymore interviews, she's not looking for anything. She just wants this to stop.

CUOMO: And yet it was so important, you know. People are divided on this and they have a lot of opinions. You needed to hear the perspective of the jury. Thanks for getting that done, Anderson.

BOLDUAN: And there's going to be much more tonight on "AC360".

COOPER: Yes, we have about 20 minutes of the interview that we haven't played yet.

BOLDUAN: All right, well, we'll definitely listen to that. Anderson, that was great. Thank you so much. Going to get that on "AC360" this evening only here on CNN. You don't want to miss it.

CUOMO: All right. Some other news we're following here this morning -- the heat, the heat wave that's happening, the kind of heat that make it is hard to breathe.

Millions in the Northeast are sweating out a miserable heat wave this morning. Check out the areas in deep red facing temperatures, well into the 90s, but will feel hotter than that between now and weekend, yes.

BOLDUAN: Do you ever sweat?

COOPER: I'm shvitzing here.

BOLDUAN: Seriously? Anderson doesn't sweat, I can tell you that.

(CROSSTALK)

CUOMO: Anderson Petersons is outside feeling the shvitz. Will you discuss the shvitz with us?

BOLDUAN: How many shvitz can we fit into one broadcast?

INDRA PETERSONS, AMS METEOROLOGIST: Yes, I don't want to hurt your feelings, you guys. Let me tell you, I like you guys but this tree behind me is my new best friend.

CUOMO: No shvitz. She will not discuss the shvitz.

PETERSONS: It is literally blocking the sun and it's a huge difference. When you can handle a minute or two, but it's the prolonged heat that makes it so hard.

And unfortunately, that's a deadly situation we're going to be dealing with this week all across the country. Take a look.

(BEGIN VIDEOTAPE)

PETERSONS (voice-over): Heat and humidity continue to pummel the East Coast as a brutal heat wave sends temperatures off the charts from Michigan to Maryland.

MAKIA WISE, NEW YORK RESIDENT: It's really hot out here. I feel like I'm going to melt.

(LAUGHTER)

PETERSONS: This heat wave could last all week.

KEVIN BAUMLIN, VICE CHAIRMAN OF EMERGENCY MEDICINE AT MOUNT SINAI: Your body temperature starts to rise higher than your ability to get rid of heat, perspire, et cetera, or cool down. Then your body can get into significant trouble.

PETERSONS: In New York, a major energy company had set up a command center. They'll monitor the city's electrical systems as the temperatures continue to climb.

PETERSONS: The high voltage from overheated systems have already caused power outages throughout New York.

OLERT: This indicates that there are 128 (ph) customers without electricity.

PETERSONS: And with Washington, D.C. blazing in the mid 90s, it's dangerous for anyone working outside.

UNIDENTIFIED MALE: Humidity gets high. It gets harder to breathe, and you just sweat a lot. Every once in a while, a guy will pass out.

PETERSONS: The soaring temperatures are affecting up to 50 million people this week, all of them just trying to figure out how to beat the heat.

UNIDENTIFIED MALE: I have air condition at home, cranking up the air conditioning.

UNIDENTIFIED MALE: Stay in the AC.

(END VIDEOTAPE)

PETERSONS (on-camera): Here's the problem, people always underestimate the heat. It's actually the biggest killer of all weather events. Over 600 people die a year from heat-related illness. And that, unfortunately, is already what we've been dealing (ph). This huge dome of high pressure is going to be stagnant. It's going to stay with us really all the way up into the beginning of the weekend.

So, temperatures, they're going to be so oppressive out there. We're talking about major cities, especially, that's what makes it so hard. Walking around in the feet (ph). And D.C., Southern New England, Philadelphia, New York today, even Michigan and Detroit, they're dealing with the suppressive heat that feels like 95, even 105 degrees.

We're not going to see relief really up until the end of the week. That's where we're going to see a cold front kick through. We keep talking about this. It is a mixed bag. We're talking all this humid moist air. You bring a cold front through, and now, we have a severe weather threat that we're going to be looking at towards the end of the week.

But yes, like we said, one thing at a time. First, we got to deal with this heat. Remember, check on your neighbors. Wear the loose- fitting clothing, and please, drink your water.

BOLDUAN: All right. Indra, good advice. Thank you so much.

We want to give you an update on a story breaking overnight that really could have huge international implications. Authorities in Panama seizing a North Korean ship. They were searching for drugs but found hidden weapons instead. And it's only gets up even more bizarre from there. CNNs Barbara Starr has the latest from the Pentagon. Good morning, Barbara.

BARBARA STARR, CNN PENTAGON CORRESPONDENT: Good morning, Kate. The Panamanian president, Ricardo Martinelli, now appearing on Panamanian television with new details saying when his authorities ceased this ship, the crew not only resisted arrest, but the captain tried to fake a heart attack, and when that didn't work, then committed suicide.

The Panamanians are, obviously, furious about this. The ship appearing trying to transit to Panamanian Canal. They thought there were drugs on board. They stopped it. They started searching, and they found what they believe are missile parts. The president of Panama tweeting this photo coming right out in public and showing what his people found onboard this ship. It appears to be missile parts, at least, in shipping containers.

He is now asking for an international team of inspectors to go board this ship and find out exactly what is hidden on this ship. Why is this so important? Well, of course, the Panama Canal, a major transit zone for the international economy for shipping. The Panamanians take great pride in controlling it. They are not happy about this alleged smuggling attempt by the North Koreans -- Kate.

BOLDUAN: No. I think there a lot of people not happy about this alleged smuggling attempt. That's for sure. Barbara Starr, great to see you, Barbara, thank you so much. Where were those weapons going? That's the big question I don't know yet.

CHRIS CUOMO, CNN ANCHOR: That's a problem.

BOLDUAN: Yes.

CUOMO: But they'll figure it out. At least we know now.

BOLDUAN: Good point.

CUOMO: All right. A lot of news at this hour. Let's get to Michaela for the latest.

PEREIRA: All right. Let's do that. Let's take a look. Just into CNN, Russian news media reporting NSA leaker Edward Snowden has applied for temporary asylum in Russia. A lawyer confirms he met with Snowden and consulted him about political asylum. Snowden is waiting -- wanted, rather, for releasing sensitive information about the U.S. government's spying operations. As you know, he's currently hold up in a Moscow airport.

Overnight, supporters of deposed Egyptian president Mohamed Mors, clashed with opponents in Cairo, killing at least seven. More than 260 people were wounded. There are reports violence broke out when Morsy supporters tried to block major roads crossing the Nile, thus, angering his opponents.

Those tensions in Egypt driving up gas prices here at home. According to AAA, the average price of a gallon of unleaded is now $3.64. That's up 16 cents in a week. Refinery shut downs here in the U.S. are also being blamed.

One Congresswoman Michele Bachmann's top staffers busted. Javier Sanchez (ph) is accused of stealing from a house office building. Sanchez, for his part, has pleaded not guilty to second-degree theft. Bachmann spokesman says Sanchez is no longer working for the office. No word exactly on what Sanchez is allegedly reported to have stolen.

In Indianapolis, the Marion County sheriff now admits an inmate's release was likely the jail's mistake. Brandy Majors (ph) was arrested on outstanding warrant for vehicle theft Thursday. She says a jail deputy let her out Friday morning. She and her husband called a WXIN reporter when they realized that she was being called an escapee.

PEREIRA: Majors said she was framed for the auto theft by an identity thief. Her accuser insists, though, she is a criminal. Bizarre story there.

Lastly, for the first time ever, a player who is not an all-star won the Home Run Derby. Oakland's Yoenis Cespedes was a late edition to the competition, and he took advantage of that opportunity. The Cuban defector crashed 17 home runs in the opening round alone. That secured him a spot in the finals where he faced off against the nationals Bryce Harper.

Cespedes added six more home runs for a winning total of 23. The all- star game will kick off tonight in New York's Citi Field. That's going to be a hot game.

CUOMO: In more ways than one.

PEREIRA: That's going to be a hot game.

BOLDUAN: Being able to dunk a basketball and being able to hit a home run I would love to be able to do. Probably not going to happen.

CUOMO: Do it once would be really amazing.

(LAUGHTER)

CUOMO: Coming up on NEW DAY, he is a murderer. That's what prosecutors are calling George Zimmerman. They're speaking out, pulling no punches. We're going to tell you what they have to say.

BOLDUAN: And this medical mystery we've been talking about this morning. An American man wakes up in California not knowing who he is and only speaking Swedish.

CUOMO: Now has blonde hair. Blonde hair there, too. See that?

(COMMERCIAL BREAK)

BOLDUAN: Welcome back to NEW DAY, everyone. This is a bizarre and really puzzling medical mystery unfolding in California. An American man wakes up in a hotel room, OK, with no memory, though, of who he is or where he came from. Even stranger, he is now only speaking Swedish.

CNN's senior medical correspondent, Elizabeth Cohen, is in Atlanta with more on this bizarre story. Hi, Elizabeth.

ELIZABETH COHEN, CNN SENIOR MEDICAL CORRESPONDENT: Hi, Kate. It really is bizarre. Doctors don't completely know what to make of it. As you said, this man was clearly American, clearly did speak English at some point, but now he says that he can't, and in addition, he says that his whole past life is a blank.

(BEGIN VIDEOTAPE)

COHEN (voice-over): Four months ago, police found this navy veteran unconscious in a Southern California Motel 6. On him, a U.S. passport and his veteran's I.D. identifying him as Michael Boatwright, but when he woke up in the emergency room, he'd never heard of Michael Boatwright. He said his name was Johan Ek he and spoke only Swedish, according to this interview with "The Desert Sun" newspaper. He couldn't explain why he had five tennis rackets in his luggage or who the woman was in this photo found with him. His whole past, a blank. "Walk in my shoes for one day and you'll experience the nightmare of a life time," he told the newspaper. A hospital social worker helped Boatwright set up this Facebook page and she discovered he lived in Sweden in the 1980s and ran a consulting company.

He lived in China, too, teaching English. On the school website was this photo and Boatwright's own essay revealing he was married to a Japanese woman and had a 12-year-old son. So, why was he in Southern California? He told CNN the clues suggest he's a tennis coach. Hse'd arrived during tennis tournament season. His diagnosis, Boatwright is in what's called a fugue state brought on by trauma.

COHEN: For now, Boatwright is at Desert Regional Medical Center. They'd like to send him home as soon as they learn where home is.

(END VIDEOTAPE)

COHEN (on-camera): Now, this story has hit the Swedish media big time and Swiss are coming forward saying I knew him when he lived in Sweden in the 1980s. And also, according to "The Desert Sun," a woman in Louisiana said she saw pictures and she said this is her brother -- Kate.

BOLDUAN: All right. We've got to follow up on this, Elizabeth, and track his progress, especially if he can find his family and really what happened to him to get him in the state. Thanks so much, Elizabeth.

COHEN: Oh, yes.

BOLDUAN: Amazing. I mean, it is shocking -- it's interesting on so many levels, but it's shocking because it's a medical mystery, but it's also, as he said, a nightmare of a lifetime for him.

CUOMO: Right. And it sounds like something is hard to believe, but that fugue state thing that the doctor said, that's real.

PEREIRA: Very real.

CUOMO: I covered a story once about a young guy gets married, on the way to the honeymoon, he disappears from the airport. They find him in like the woods two days later and he didn't remember anything about what he was for years.

(CROSSTALK)

CUOMO: Years.

PEREIRA: -- how our brain functions until it stops in a situation like that. Something just so small is off and it can change your life dramatically.

BOLDUAN: Find what that was that set that off.

CUOMO: Right. And the hope is it usually comes back. So, we'll see what happens. We'll follow that one for you.

We're going to take a break now. When we come back on NEW DAY, a look at the Zimmerman trial through the eyes of the prosecutors. What do they think went wrong for their case? And how do they really heal about George Zimmerman?

BOLDUAN: And actor, Jason Patrick, he says he's a father fighting to keep his three-year-old son in his life. What the child's mother is saying, he's not the father really, just a sperm donor.